Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.554 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47456.95 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46061.98 Kr¶

PnL: ---------------------------------------> -826.59 Kr¶

DD now: ---------------------------------> -2.412 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 11:32:18.633798'

Anic Portfolio¶

Today¶

Return: -1.031 %¶

This Week¶

Return: -0.952 %¶

Total¶

Return: 55.362 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.000000 2761.500000 125.500000 4.760000 2636.000010
Beijer Electronics Group 26 -0.670000 3073.200000 102.200000 3.440000 2971.000006
FM Mattsson Mora Group B 50 -2.900000 3010.000000 83.000000 2.840000 2927.000000
SAAB B 8 0.680000 3430.400000 53.400000 1.580000 3377.000000
AcadeMedia 12 -2.210000 593.760000 36.760000 6.600000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.510000 388.900000 33.900000 9.550000 355.000000
Corem Property Group B 59 -2.090000 609.470000 32.470000 5.630000 576.999999
MedCap 2 -0.660000 453.000000 32.000000 7.600000 421.000000
Resurs Holding 22 -1.050000 603.020000 29.020000 5.060000 573.999998
Norva24 Group 16 -0.280000 564.800000 21.800000 4.010000 543.000000
Boozt 12 -1.560000 1670.400000 16.400000 0.990000 1653.999996
Securitas B 6 -0.800000 583.920000 13.920000 2.440000 570.000000
Swedbank A 3 -0.650000 577.350000 13.350000 2.370000 564.000000
Eastnine 4 -0.470000 504.000000 13.000000 2.650000 491.000000
HMS Networks 2 -3.600000 685.200000 12.200000 1.810000 673.000000
Coor Service Management Hold. 8 -0.890000 537.200000 5.200000 0.980000 532.000000
OEM International B 7 -1.170000 532.700000 4.700000 0.890000 527.999997
Samhällsbyggnadsbo. i Norden D 12 -0.580000 248.880000 2.880000 1.170000 246.000000
Karnov Group 9 -0.830000 538.200000 2.200000 0.410000 536.000004
Fastighetsbolag. Emilshus Pref 21 -2.010000 563.850000 1.850000 0.330000 562.000005
Intrum 4 -3.340000 527.200000 0.200000 0.040000 527.000000
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Handelsbanken A 5 -1.320000 540.500000 -5.500000 -1.010000 546.000000
Nordea Bank Abp 29 -0.300000 3444.040000 -9.960000 -0.290000 3453.999992
Essity B 2 -0.250000 559.200000 -14.800000 -2.580000 574.000000
Midsona B 63 -2.310000 560.700000 -22.300000 -3.830000 582.999984
CTEK 13 -1.580000 509.210000 -24.790000 -4.640000 533.999999
Essity A 4 -0.710000 1122.000000 -27.000000 -2.350000 1149.000000
International Petroleum Corp. 5 -1.160000 551.500000 -43.070000 -7.240000 594.565215
Vivesto 1368 0.800000 551.580000 -61.420000 -10.020000 612.999432
Sampo Oyj SDB 7 -1.190000 3762.500000 -87.500000 -2.270000 3850.000000
Axfood 13 0.330000 3594.500000 -161.500000 -4.300000 3756.000001
Fasadgruppen Group 35 1.760000 3640.000000 -171.000000 -4.490000 3810.999990
OX2 18 -2.860000 1406.700000 -257.300000 -15.460000 1663.999992
Ovzon 52 -2.720000 2787.200000 -574.800000 -17.100000 3361.999992
TOTAL 46061.980000 -826.590000 -2.41197% 46888.564618

Updated:¶

'2023-01-25 11:32:31.784992'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶